BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE

DOI10.1081/SQA-100106053zbMath1009.62067MaRDI QIDQ2758215

Michael Baron

Publication date: 5 May 2003

Published in: Sequential Analysis (Search for Journal in Brave)

zbMATH Keywords

hazard functionpayoff functionchange-pointsequential detectionMarkov sequence

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal stopping in statistics (62L15)

Related Items (4)

Sequential nonparametric estimation of controlled multivariate regression ⋮ Asymptotically Pointwise Optimal Change Detection in Multiple Channels ⋮ Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models ⋮ Sequential Design and Estimation in Heteroscedastic Nonparametric Regression

Cites Work

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• Decision theoretic optimality of the cusum procedure
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• CONTINUOUS INSPECTION SCHEMES

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